Displaying 5 results from an estimated 5 matches for "eqb".
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2011 Dec 12
0
Rsolnp package: warning messages
...){
all1=sum(mat%*%x)
Hp=0
for (j in 1:BR){
p_b=mat[j,]%*%x/all1
Hp=Hp+p_b*log(p_b)*br[j]
}
return(Hp)
}
# the equality constraint function:
equal1=function(x){
all2=sum(mat%*%x)
sum_pterm=sum(mat[1:N,]%*%x/all2)
sum_x=sum(x)
return(c(sum_pterm,sum_x))
}
# the right hand side for the constraint
eqB=c(1,budget)
# the inequality function
inequal1=function(x){
all3=sum(mat%*%x)
p_b=mat[1:BR,]%*%x/all3
return(as.vector(p_b))
}
#the lower limit for inequalities
ineqLB=rep(0.00001,BR)
#the upper limit for the inequalities
ineqUB=rep(1.00001,BR)
# the lower and upper bounds for the variables
L...
2012 Jul 18
4
The best solver for non-smooth functions?
...# See the differences between different solvers
rho
Results[1,1:3] <- round(donlp2(fn = sharpe, par = rep(1/N,N), par.lower =
rep(0,N), par.upper = rep(1,N), A = t(rep(1,N)), lin.lower = 1, lin.upper =
1)$par, 2)
Results[2,1:3] <- round(solnp(pars = rep(1/N,N), fun = sharpe, eqfun =
constr, eqB = 1, LB = rep(0,N), UB = rep(1,N))$pars, 2)
Results[3,1:3] <- round(solnp2(par = rep(1/N,N), fun = sharpe, eqfun =
constr, eqB = 1, LB = rep(0,N), UB = rep(1,N))$pars, 2)
for(i in 1:3) {
Results[i,4] <- abs(sharpe(Results[i,1:3]))
}
Results
# In fact the "sharpe" function I pre...
2010 Aug 10
1
[Fwd: Re: optimization subject to constraints]
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2008 May 21
0
Errors in using gdb (PR#11496)
...vWW4N7XaoJjOP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...
2008 Jun 30
4
Rebuild of kernel 2.6.9-67.0.20.EL failure
Hello list.
I'm trying to rebuild the 2.6.9.67.0.20.EL kernel, but it fails even without
modifications.
How did I try it?
Created a (non-root) build environment (not a mock )
Installed the kernel.scr.rpm and did a
rpmbuild -ba --target=`uname -m` kernel-2.6.spec 2> prep-err.log | tee
prep-out.log
The build failed at the end:
Processing files: kernel-xenU-devel-2.6.9-67.0.20.EL
Checking